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Automatic Differentiation (AD) of C++ algorithms


CppAD is a package for automatic differentiation of algorithms written in C++. Given appropriately written C++ code that computes a function, CppAD augments it to also compute derivative values. The system uses templates, supports forward and reverse accumulation modes, and allows nested derivatives.

This package contains C++ header files and documentation.

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1878 other people were interested in this package here. The newest known version of this software is 2019.02.00.5-1 (Information last updated 3 days ago.)